-24.8%
U vs AR
+1,149.5%
-1,174.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +32.3% | -10.5% | +42.8% | +34.6% |
| 30D | +9.7% | +1.3% | +8.4% | +9.0% |
| 3M | +19.6% | +4.8% | +14.9% | +17.9% |
| 6M | +82.6% | +1.2% | +81.5% | +80.5% |
| YTD | +16.4% | +5.5% | +10.9% | +12.9% |
| 1Y | +28.5% | +8.1% | +20.4% | +23.8% |
| 3Y | +103.8% | +38.8% | +64.9% | +83.6% |
| 5Y | -70.0% | +78.8% | -148.9% | -73.5% |
| All | -24.8% | +1,149.5% | -1,174.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling